+32.7%
VFC vs SFM
-34.4%
+67.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.0% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +24.6% | -19.2% | +43.9% | +24.1% |
| 3M | +38.4% | -40.3% | +78.7% | +39.7% |
| 6M | +15.3% | -40.9% | +56.1% | +16.5% |
| YTD | +12.7% | -35.5% | +48.3% | +16.6% |
| 1Y | +32.7% | -37.4% | +70.1% | +39.7% |
| All | +32.7% | -34.4% | +67.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling